RDVI Options History — July 2023 In July 2023, RDVI traded between $21.57 and $22.79. ATM implied volatility averaged 28.9%. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 15.4% (HV 20d: 13.5%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 4 of 20 days.
Notable Days 2023-07-26 : Largest IV spike — 91.0% change2023-07-28 : Largest Expected Move — 9.3%Monthly Statistics Metric Avg Min Max Open Close Price $22.40 $21.57 $22.79 $22.12 $22.77 ATM IV 28.9% 13.7% 44.4% 25.4% 14.0% Expected Move 7.5% 3.9% 9.3% 7.3% 4.0% HV 20d 13.5% 13.3% 13.8% 13.7% 13.6% Term Structure -3.3% -21.6% 12.7% -21.6% 5.6% Skew 25d 4.0% -2.4% 21.9% 1.0% 2.7% Skew 10d 1.7% -13.1% 23.6% 1.4% 1.4% Call IV 25d 27.4% 12.0% 44.8% 35.2% 30.7% Put IV 25d 31.4% 18.0% 47.5% 36.2% 33.4% Bid-Ask Spread % 129.18 75.85 151.51 146.88 123.51 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-07-03 $22.12 $0.00 25.4% 7.3% 0.0% 0.0% 0.0% 1.0% -21.6% 0 0 0 0.00 146.88 N/A N/A 0 0 0 0 2023-07-05 $21.92 $0.00 27.9% 8.0% 0.0% 0.0% 0.0% 2.8% -3.0% 0 0 0 0.00 151.51 N/A N/A 0 0 0 0 2023-07-06 $21.57 $0.00 41.6% 8.0% 0.0% 0.0% 0.0% 1.9% -3.8% 0 0 0 0.00 133.96 N/A N/A 0 0 0 0 2023-07-07 $21.84 $0.00 29.1% 7.2% 0.0% 0.0% 0.0% 10.1% -0.3% 0 0 0 0.00 133.56 N/A N/A 0 0 0 0 2023-07-10 $21.95 $0.00 44.4% 8.1% 0.0% 0.0% 0.0% 3.4% -4.2% 0 0 0 0.00 135.45 N/A N/A 0 0 0 0 2023-07-11 $22.27 $0.00 44.3% 5.8% 0.0% 0.0% 0.0% 7.6% 12.7% 0 0 0 0.00 129.83 N/A N/A 0 0 0 0 2023-07-12 $22.35 $0.00 27.8% 8.0% 13.7% 0.0% 0.0% 7.7% -2.7% 0 0 0 0.00 75.85 N/A N/A 0 0 0 0 2023-07-13 $22.48 $0.00 29.3% 8.4% 13.3% 0.0% 0.0% -2.4% -6.0% 0 0 0 0.00 125.41 N/A N/A 0 0 0 0 2023-07-14 $22.27 $0.00 19.0% 5.4% 13.6% 0.0% 0.0% 3.0% 6.2% 0 0 0 0.00 126.39 N/A N/A 0 0 0 0 2023-07-17 $22.46 $0.00 28.2% 8.1% 13.5% 0.0% 0.0% 6.1% -5.1% 0 0 0 0.00 127.67 N/A N/A 0 0 0 0 2023-07-18 $22.75 $0.00 26.8% 7.7% 13.7% 0.0% 0.0% 21.9% -0.9% 0 0 0 0.00 130.32 N/A N/A 0 0 0 0 2023-07-19 $22.79 $0.00 29.6% 8.5% 13.3% 0.0% 0.0% 3.6% -9.8% 0 0 0 0.00 130.86 N/A N/A 0 0 0 0 2023-07-20 $22.69 $0.00 28.7% 8.2% 13.5% 0.0% 0.0% 3.0% -14.6% 0 0 0 0.00 131.43 N/A N/A 0 0 0 0 2023-07-21 $22.48 $0.00 31.7% 9.1% 13.4% 0.0% 0.0% 0.7% -7.0% 0 0 0 0.00 134.33 N/A N/A 0 0 0 0 2023-07-24 $22.70 $0.00 30.3% 8.7% 13.4% 0.0% 0.0% 1.4% -6.3% 0 0 0 0.00 133.42 N/A N/A 0 0 0 0 2023-07-25 $22.67 $0.00 13.7% 3.9% 13.4% 0.0% 0.0% -0.8% 10.2% 0 0 0 0.00 121.38 N/A N/A 0 0 0 0 2023-07-26 $22.69 $0.00 26.1% 7.5% 13.4% 0.0% 0.0% 1.5% -0.5% 0 0 0 0.00 127.55 N/A N/A 0 0 0 0 2023-07-27 $22.53 $0.00 27.2% 7.8% 13.8% 0.0% 0.0% 4.2% -5.8% 0 0 0 0.00 130.99 N/A N/A 0 0 0 0 2023-07-28 $22.64 $0.00 32.5% 9.3% 13.6% 0.0% 0.0% 1.4% -8.3% 0 0 0 0.00 133.24 N/A N/A 0 0 0 0 2023-07-31 $22.77 $0.00 14.0% 4.0% 13.6% 0.0% 0.0% 2.7% 5.6% 0 0 0 0.00 123.51 N/A N/A 0 0 0 0
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